A Legacy of Dependability & Quality
For over two decades, OptionMetrics has offered the highest quality comprehensive historical options data to academics, quantitative analysts, hedge funds, and others worldwide, from our headquarters in New York City. Our US product tracks every strike and expiration on over 10,000 underlying stocks and indices since 1996, and our European, Asian-Pacific, Canadian, and Global Indices databases provide over a decade of comprehensive options data from each financial market. Today, 300+ corporate, institutional investors, and universities worldwide leverage our end-of-day options data, calculated implied volatilities and greeks, futures data, and in-depth analytics to backtest investment strategies, analyze portfolios, assess risk, and study financial markets.
Evaluate Strategies & Assess Risk
OptionMetrics provides the gold standard in comprehensive historical options data for financial markets worldwide. Leading institutional investment and academic institutions around the globe depend on the accuracy of our data to measure volatility, assess risk, and analyze investment strategies – and we deliver.